Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47944.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46549.49 Kr¶

PnL: ---------------------------------------> -339.08 Kr¶

DD now: ---------------------------------> -1.41 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:54:22.051220'

Anic Portfolio¶

Today¶

Return: 0.066 %¶

This Week¶

Return: 0.066 %¶

Total¶

Return: 56.958 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.410000 2821.000000 185.000000 7.020000 2636.000010
Corem Property Group B 59 3.650000 636.020000 59.020000 10.230000 576.999999
Boozt 12 1.070000 1704.000000 50.000000 3.020000 1653.999996
AcadeMedia 12 1.640000 603.000000 46.000000 8.260000 557.000004
HMS Networks 2 4.610000 716.400000 43.400000 6.450000 673.000000
MedCap 2 4.270000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 4.550000 397.900000 42.900000 12.080000 355.000000
FM Mattsson Mora Group B 50 -0.340000 2965.000000 38.000000 1.300000 2927.000000
Resurs Holding 22 0.440000 603.680000 29.680000 5.170000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 2.010000 546.800000 19.800000 3.760000 527.000000
SAAB B 8 -1.280000 3396.000000 19.000000 0.560000 3377.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 2.020000 546.000000 14.000000 2.630000 532.000000
Securitas B 6 2.600000 578.640000 8.640000 1.520000 570.000000
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
CTEK 13 1.670000 538.850000 4.850000 0.910000 533.999999
Swedbank A 3 0.240000 568.650000 4.650000 0.820000 564.000000
Samhällsbyggnadsbo. i Norden D 12 3.390000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.260000 545.400000 -0.600000 -0.110000 546.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 -0.070000 3446.360000 -7.640000 -0.220000 3453.999992
Essity B 2 -2.320000 564.000000 -10.000000 -1.740000 574.000000
Midsona B 63 1.800000 570.150000 -12.850000 -2.200000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.650000 573.500000 -21.070000 -3.540000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.210000 3653.000000 -103.000000 -2.740000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46549.490000 -339.080000 -1.40952% 46888.564618

Updated:¶

'2023-01-23 16:54:34.668490'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶